Fast Quadratic Programming for Mean-Variance Portfolio Optimisation
Crossref DOI link: https://doi.org/10.1007/s43069-020-00025-0
Published Online: 2020-09-15
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kontosakos, Vasileios E. https://orcid.org/0000-0002-4839-8914
Text and Data Mining valid from 2020-09-01
Version of Record valid from 2020-09-01
Article History
Received: 31 May 2020
Accepted: 1 September 2020
First Online: 15 September 2020